| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2,700.0 |
2,724.0 |
24.0 |
0.9% |
2,922.0 |
| High |
2,827.0 |
2,783.0 |
-44.0 |
-1.6% |
3,058.0 |
| Low |
2,645.0 |
2,667.0 |
22.0 |
0.8% |
2,645.0 |
| Close |
2,768.0 |
2,686.0 |
-82.0 |
-3.0% |
2,768.0 |
| Range |
182.0 |
116.0 |
-66.0 |
-36.3% |
413.0 |
| ATR |
82.8 |
85.2 |
2.4 |
2.9% |
0.0 |
| Volume |
2,530,386 |
1,797,765 |
-732,621 |
-29.0% |
11,126,380 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,060.0 |
2,989.0 |
2,749.8 |
|
| R3 |
2,944.0 |
2,873.0 |
2,717.9 |
|
| R2 |
2,828.0 |
2,828.0 |
2,707.3 |
|
| R1 |
2,757.0 |
2,757.0 |
2,696.6 |
2,734.5 |
| PP |
2,712.0 |
2,712.0 |
2,712.0 |
2,700.8 |
| S1 |
2,641.0 |
2,641.0 |
2,675.4 |
2,618.5 |
| S2 |
2,596.0 |
2,596.0 |
2,664.7 |
|
| S3 |
2,480.0 |
2,525.0 |
2,654.1 |
|
| S4 |
2,364.0 |
2,409.0 |
2,622.2 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,062.7 |
3,828.3 |
2,995.2 |
|
| R3 |
3,649.7 |
3,415.3 |
2,881.6 |
|
| R2 |
3,236.7 |
3,236.7 |
2,843.7 |
|
| R1 |
3,002.3 |
3,002.3 |
2,805.9 |
2,913.0 |
| PP |
2,823.7 |
2,823.7 |
2,823.7 |
2,779.0 |
| S1 |
2,589.3 |
2,589.3 |
2,730.1 |
2,500.0 |
| S2 |
2,410.7 |
2,410.7 |
2,692.3 |
|
| S3 |
1,997.7 |
2,176.3 |
2,654.4 |
|
| S4 |
1,584.7 |
1,763.3 |
2,540.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,058.0 |
2,645.0 |
413.0 |
15.4% |
97.0 |
3.6% |
10% |
False |
False |
2,301,771 |
| 10 |
3,058.0 |
2,645.0 |
413.0 |
15.4% |
73.9 |
2.8% |
10% |
False |
False |
1,895,778 |
| 20 |
3,078.0 |
2,645.0 |
433.0 |
16.1% |
60.4 |
2.2% |
9% |
False |
False |
1,180,747 |
| 40 |
3,078.0 |
2,645.0 |
433.0 |
16.1% |
53.2 |
2.0% |
9% |
False |
False |
594,640 |
| 60 |
3,078.0 |
2,645.0 |
433.0 |
16.1% |
51.5 |
1.9% |
9% |
False |
False |
398,062 |
| 80 |
3,078.0 |
2,645.0 |
433.0 |
16.1% |
49.0 |
1.8% |
9% |
False |
False |
302,174 |
| 100 |
3,078.0 |
2,603.0 |
475.0 |
17.7% |
44.1 |
1.6% |
17% |
False |
False |
241,915 |
| 120 |
3,078.0 |
2,603.0 |
475.0 |
17.7% |
42.4 |
1.6% |
17% |
False |
False |
201,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,276.0 |
|
2.618 |
3,086.7 |
|
1.618 |
2,970.7 |
|
1.000 |
2,899.0 |
|
0.618 |
2,854.7 |
|
HIGH |
2,783.0 |
|
0.618 |
2,738.7 |
|
0.500 |
2,725.0 |
|
0.382 |
2,711.3 |
|
LOW |
2,667.0 |
|
0.618 |
2,595.3 |
|
1.000 |
2,551.0 |
|
1.618 |
2,479.3 |
|
2.618 |
2,363.3 |
|
4.250 |
2,174.0 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,725.0 |
2,851.5 |
| PP |
2,712.0 |
2,796.3 |
| S1 |
2,699.0 |
2,741.2 |
|